+139.8%
CNP vs ALLE
+233.6%
-93.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.7% |
| 7D | -4.3% | -0.6% | -3.7% | -4.1% |
| 30D | +5.7% | +26.6% | -20.9% | -3.8% |
| 3M | +0.9% | +13.2% | -12.3% | -4.2% |
| 6M | -1.1% | +42.9% | -43.9% | -14.9% |
| YTD | +8.3% | +21.0% | -12.8% | -1.3% |
| 1Y | +5.9% | +15.2% | -9.2% | -1.6% |
| 3Y | +64.6% | +95.6% | -31.0% | +18.5% |
| 5Y | +74.6% | +53.4% | +21.2% | +36.9% |
| 10Y | +139.8% | +221.5% | -81.6% | +50.6% |
| All | +139.8% | +233.6% | -93.8% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling